The word 'space' literally means 'emptiness' or 'expanse'. When did the term begin to be used to the emptiness between planets/stars/galaxies?
Consider the huge substance of the earth, so heauie and great as it is: How could it so stand stably in the space as it doth, if GODS goodnesse reserued it not so for vs to trauell on?
8. The expanse in which celestial objects are situated; the physical universe (excluding celestial objects) beyond the earth's atmosphere, consisting of near vacuum with small amounts of gas and dust. Frequently with modifying word.
If you look through the text of the sermons in The Second Book, you'll see that space usually refers to time, as in this quote from the 7th sermon:
there fell no rain vpon the earth for the space of three yeares
In fact, the first branch of the OED's definitions, and the earliest citations contained therein, refer to "space" meaning time, although the word had also been used to mean physical distance as early as circa 1350.
Outer space doesn't come until much later, first appearing in 1842 in Emmeline Charlotte E . Stuart Wortley's poem The Maiden of Moscow:
All Earth in madness moved,—o'erthrown, To outer space—driven—racked—undone!